Asparagus Baked in Parchment with Caper Mayonnaise

“You can never be too thin”—we've all heard that too many times! And though it may be true applied to humans, I don't think it applies well to green asparagus. Thin spears are best for omelets, simple steaming, and dipping in coddled eggs, but I find that the fatter, purple-tipped spears, or green knobby ones, work best in more complex recipes, including this Spanish confitado of asparagus.

The problem with thick asparagus is that often the tips of the stalks are done while t